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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bio (BIO) - NYSE Next Earnings Date: OS Estimate: July 9, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 3.8
Avg Daily Volume: 335,150    Market Cap: 7.6B
Sector: Healthcare    Short Interest: 3.95
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 30, 2026 AC 3.5 $280.12 @$280.00 $30.70
($280.12)
10.96% -13.5% O -8.41% I $256.55 $28.10
( $256.55 )
-8.47%
Feb. 12, 2026 AC 3.2 $292.42 @$290.00 $34.75
($292.42)
11.98% -14.16% O -12.26% O $256.56 $37.00
( $256.56 )
6.47%
Oct. 29, 2025 AC 3.3 $319.47 @$320.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 AC 2.7 $241.95 @$240.00
May 1, 2025 AC 2.7 $240.43 @$240.00
Feb. 13, 2025 AC 2.6 $306.36 @$310.00
May 7, 2024 AC 2.7 $279.91 @$280.00
Feb. 15, 2024 AC 2.4 $328.73 @$330.00
Oct. 26, 2023 AC 2.3 $291.53 @$290.00
Aug. 3, 2023 AC 2.4 $401.80 @$400.00

 
 
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